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Poverty Reduction, Financial Development and Economic Growth in Algeria: A Gregory Hansen Co-Integration Regime Shift Analysis

Author

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  • Ayad Hicham

    (Department of Economics, The University Center in Maghnia, Algeria)

Abstract

This paper applies annual data from 1970 to 2017 in Algeria to investigate the long-run relationship between financial development, poverty reduction, economic growth and trade openness, we use the regime shift analysis for both unit root tests (Zivot-Andrews (1992), Clemente-Montanes-Reyes (1998) and Lee-Strazicich (2001)) and co-integration test(Gregory Hansen (1996)) to detect the long run and short run elasticities, the results confirm that there is a long-run relationship among the variables with a regime shift in 2009, and the financial development cannot reduce the poverty rates while the economic growth is pro-poor.

Suggested Citation

  • Ayad Hicham, 2018. "Poverty Reduction, Financial Development and Economic Growth in Algeria: A Gregory Hansen Co-Integration Regime Shift Analysis," Economic Research Guardian, Weissberg Publishing, vol. 8(2), pages 40-52, December.
    • Handle: RePEc:wei:journl:v:8:y:2018:i:2:p:40-52
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    Cited by:

    1. Clement Olalekan Olaniyi & James Temitope Dada & Nicholas Mbaya Odhiambo & Xuan Vinh Vo, 2023. "Modelling asymmetric structure in the finance-poverty nexus: empirical insights from an emerging market economy," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(1), pages 453-487, February.

    More about this item

    Keywords

    Financial development; Poverty reduction; Regime shift analysis;
    All these keywords.

    JEL classification:

    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • I32 - Health, Education, and Welfare - - Welfare, Well-Being, and Poverty - - - Measurement and Analysis of Poverty

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